This is strange - after download, Zone Alarm is missing

I downloaded Zone Alarm last week and just realized it's not up and running.
Actually, it seems to be missing.
It's not in my taskbar and it's not in my list of programs.
I have Windows 7 and when I go to Show Hidden icons, I find it there. Even though I have Show Icon and Notifications picked like I said, it's not in my taskbar. In the Show Icon and Notifications under zlclient.exe it says Protection is up and running, UI is initializing.

I've checked to make sure it's allowed in Windows Firewall (Which I enabled once I realized Zone Alarm was gone.) and am only using Kaspersky Anti Virus. No firewall.